Replacing battery cables

Don't feel bad I had the same problem getting mine off and I have been a heavy equipment mechanic for 23 years . These cables are like nothing I have ever seen . Under the bell shaped terminal is a brass cone with 6 fingers and they are connected to the stud which turns when you try to loosen the nut because it is bottomed out . The way it works is when you tighten the nut the fingers grab into the battery post and draw the cone towards the post and locks it tight . It is almost impossible to loosen it once it corrodes up , As it spins it will break off the fingers and ruin the terminal . If you can pull it straight up once it has broke free by turning it you maybe able to work with it better . Hope this helps

OK,  if you need to ask this question, you probably should not do the job yourself.  cables are attached to battery with clamps,  use a 10mm wrench or socket, it shoud be very obvious.  
Pull positive cable off battery FIRST!  After than it doesn't matter what order you do them in ... just hook positive to battery last at the end ... otherwise you might become a welder in the process.
Follow cables to where they go (you'll probably be under the jacked up car on safety jack stands for the starter +POS cable)  attached ... with a nut and a washer underneath ... should be obvious.
Negative cable is attached to car body or engine .. with a nut and probably a washer.